{"id":"W4402747453","doi":"10.1287/mnsc.2023.03071","title":"Stock Return Autocorrelations and Expected Option Returns","year":2024,"lang":"en","type":"article","venue":"Management Science","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto; McMaster University","funders":"","keywords":"Financial economics; Econometrics; Economics; Stock (firearms); Business; Geography","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002118473,0.0003691755,0.0003796668,0.0009968759,0.0001848188,0.001080522,0.0005041853,0.0004780616,0.003679935],"category_scores_gemma":[0.02885581,0.0002133464,0.0004504785,0.001314378,0.00055346,0.001748655,0.0007257634,0.001011157,0.0004025902],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004756228,"about_ca_system_score_gemma":0.0004642062,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003057523,"about_ca_topic_score_gemma":0.00275583,"domain_scores_codex":[0.9994498,0.000138754,0.00004164911,0.0001154197,0.0001772607,0.00007700826],"domain_scores_gemma":[0.9798963,0.01302509,0.00425524,0.001413156,0.0009860279,0.0004241494],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002298587,0.0002053015,0.4793321,0.0001928316,0.0004030587,0.001411194,0.0005366702,0.2296368,0.009528064,0.1946996,0.002701577,0.08112314],"study_design_scores_gemma":[0.00001512179,0.0001098651,0.2948419,0.00005569044,0.00008858256,0.0007298809,0.00009568437,0.5752515,0.003555039,0.1233097,0.001858248,0.00008893706],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8965112,0.0009177729,0.09280998,0.0006328494,0.00005094651,0.00001322081,0.0004478407,0.0003039106,0.008312249],"genre_scores_gemma":[0.9966232,0.0001697717,0.002212256,0.00001990241,0.00003746343,0.000004067204,0.0001623055,0.00002503411,0.0007460568],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003679935,"threshold_uncertainty_score":0.01231062,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02934195538277795,"score_gpt":0.2356415571841219,"score_spread":0.2062996018013439,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}